In my experience, nickel plated cases tend to split easier/sooner than brass. It makes sense because nickel is very hard.
Supposedly, the reason that they started using nickel plated brass was that brass cartridges quickly corroded when placed into a leather gun belt, and the nickel helped to prevent this.
I'll reload some (see below) nickel plated pistol cases once or twice depending on the caliber. I like to save them for times when I'm probably not going to be able to scrounge my brass, because it won't break my heart if I lose them. For example, I'm in the process of loading up a bunch of nickel-plated 10mm for the Spring Shoot.
It's a good idea to inspect the inside of your nickel plated cases prior to loading. The outside is smooth and shiny, but sometimes the inside wall of the case is rough and gritty (like sandpaper). Nickel that's been heated (like while firing) can get as hard as RC 55-60 (similar to hardened tool steel). If you reload one of these cases and then pull the bullet, it looks like it was hit with sandpaper. Try roughing up the outside of a copper-jacketed bullet with sandpaper and then sending it down the barrel. If anyone ever wonders how you can get copper fouling at pistol velocities, this is how it can happen. Now imagine a few grits of that hardened nickel getting stuck in the jacket and dragged through the barrel...